A Structural Framework for the Pricing of Corporate Securities
This book is the first comprehensive treatment, of structural credit risk models for the simultaneous and consistent pricing ...
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Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
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Applied Quantitative Finance
Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
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Bio-Inspired Credit Risk Analysis
Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial ...
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Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
اقرأ المزيدInnovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, ...
اقرأ المزيدInnovations in Quantitative Risk Management : TU München, September 2013
The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute ...
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New Frontiers in Artificial Intelligence : JSAI 2007 Conference and Workshops, Miyazaki, Japan, June 18-22, 2007, Revised Selected Papers
The technology of artifcial intelligence is increasing its importance thanks to the rapid growth of the Internet and computer ...
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New Frontiers in Enterprise Risk Management
This book provides introductory material about enterprise risk management, and the role of risk in decision making. It presents ...
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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches ...
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Reading Between the Lines of Corporate Financial Reports : In Search of Financial Misstatements / Jacek Welc
Provides a digestible step-by-step guide to reading corporate financial reports, drawing upon real-life case studies and ...
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Risk Assessment : Decisions in Banking and Finance
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking ...
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Scenario Logic and Probabilistic Management of Risk in Business and Engineering
In this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. ...
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Sovereign Default Risk Valuation
Past cycles of sovereign lending and default in emerging markets suggest that debt crises will recur at some point. In addressing ...
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Strategy and Organization of Corporate Banking
The impressive development of the finance literature with its emphasis on asset pricing and the formal modeling of incentive ...
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